+20.3%
WM vs RJF
+3.3%
+17.0%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.0% |
| 7D | +1.2% | +3.6% | -2.4% | +0.9% |
| 30D | +13.1% | +3.5% | +9.5% | +12.7% |
| 3M | +3.6% | -8.9% | +12.5% | +3.8% |
| 6M | +8.1% | +2.9% | +5.2% | +7.7% |
| YTD | +8.9% | +2.8% | +6.1% | +9.0% |
| 1Y | +20.3% | +2.7% | +17.7% | +20.3% |
| All | +20.3% | +3.3% | +17.0% | +20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling